A videogame with a single plot is split over several episodes, typically with each to be bought separately.
Most videogames, especially nowadays, are pretty much fully-contained, and if they have a story to them, the story starts at the beginning and ends at the end. However, especially back in the era of DOS games, a number of games were released in several installments, which were basically like chapters or plot arcs that are part of an overarching plot. This practice was frequently used with shareware games: the first installment would be released freely, and would contain instructions for ordering and paying for the rest of the installments. Apogee Software was one company well-known for publishing games in this way.